26 search results - page 2 / 6 » On a PDE Arising in One-Dimensional Stochastic Control Probl... |
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
SIAMCO
2008
13 years 5 months ago
2008
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
TROB
2010
13 years 3 months ago
2010
—Robotic systems need to be able to plan control actions that are robust to the inherent uncertainty in the real world. This uncertainty arises due to uncertain state estimation,...
COR
2008
13 years 5 months ago
2008
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
CDC
2009
IEEE
13 years 10 months ago
2009
IEEE
Abstract— We consider the problem of optimizing the trajectory of a mobile sensor with perfect localization whose task is to estimate a stochastic, perhaps multidimensional fiel...